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Random matrix products, Lyapunov exponents.
18.338J Infinite Random Matrix Theory.
If you take a random matrix.
An Introduction to Random Matrix Theory.
I also run a reading seminar in random matrix theory.
In other words, random matrix theory is a manifestation of some fundamental universal property of mathematics.
My research interests include random matrix theory, random graphs and probabilistic combinatorics.
Alice Guionnet, an authority on random matrix theory, aims to make sense of huge data sets.
A world-leading researcher in probability, Guionnet has made important theoretical contributions to random matrix theory.
Throughout, emphasis is placed on applications (e.g. to card shuffling and random matrix theory).
She moved to MIT in 2012, where she continues her work in random matrix theory.
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